Draft of switch StudentT cdf to use tfp's betainc#1475
Merged
fehiepsi merged 3 commits intopyro-ppl:masterfrom Sep 6, 2022
Merged
Draft of switch StudentT cdf to use tfp's betainc#1475fehiepsi merged 3 commits intopyro-ppl:masterfrom
StudentT cdf to use tfp's betainc#1475fehiepsi merged 3 commits intopyro-ppl:masterfrom
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Jax's `betainc` doesn't have gradients defined for all parameters while tfp's does
fehiepsi
reviewed
Sep 6, 2022
fehiepsi
reviewed
Sep 6, 2022
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Ah, sorry. Was slightly non-trivial to run the lint checks with a .venv, but I cherry-picked my config changes from the other PR and ran |
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This is a great addition! Thanks, @colehaus. |
fehiepsi
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Sep 6, 2022
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Jax's
betaincdoesn't have gradients defined for all parameters while tfp's does.See the related PR here: #1471 and the initial discussion here: #1452.
I'm not sure exactly how you want to handle the dependency declarations since
tensorflowandtensorflow-probabilityare sort of heavy dependencies to bring in (i.e. should they be promoted toinstall_requires?).Also, the type casting stuff is a bit ugly but tfp checks that array types match and
self.dfsometimes had afloat64dtype in tests whilebeta_valuehas afloat32dtype in each test.